RegressionProblem(observations, locations, solution=None)¶
Fit a stochastic process to data, given a likelihood (realised by a
DiscreteGaussiantransition). Solved by filters and smoothers in
observations (numpy.ndarray) – Observations of the latent process.
locations (numpy.ndarray) – Grid-points on which the observations were taken.
>>> obs = [11.4123, -15.5123] >>> loc = [0.1, 0.2] >>> rp = RegressionProblem(observations=obs, locations=loc) >>> rp RegressionProblem(observations=[11.4123, -15.5123], locations=[0.1, 0.2], solution=None) >>> rp.observations [11.4123, -15.5123]